Let X, Y , and Z have the joint pdf where < x < ,

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Let X, Y , and Z have the joint pdf

where −∞ < x < ∞, −∞ < y < ∞, and −∞ < z < ∞. While X, Y , and Z are obviously dependent, show that X, Y , and Z are pairwise independent and that each pair has a bivariate normal distribution.

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Related Book For  answer-question

Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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